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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+9.14%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$139B
AUM Growth
+$8.97B
Cap. Flow
-$1.04B
Cap. Flow %
-0.75%
Top 10 Hldgs %
22.11%
Holding
4,053
New
144
Increased
1,850
Reduced
1,899
Closed
131

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$145M
2
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$83.6M
3
PFE icon
Pfizer
PFE
+$63M
4
ABBV icon
AbbVie
ABBV
+$54.7M
5
AMGN icon
Amgen
AMGN
+$50M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$302M
2
AAPL icon
Apple
AAPL
+$187M
3
XOM icon
ExxonMobil
XOM
+$124M
4
GLD icon
SPDR Gold Trust
GLD
+$103M
5
IEMG icon
iShares Core MSCI Emerging Markets ETF
IEMG
+$92.2M

Sector Composition

Rank Sector Weight
1 Technology 21.23%
2 Healthcare 12.41%
3 Financials 11.14%
4 Consumer Discretionary 9.99%
5 Communication Services 7.93%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VT icon
601
Vanguard Total World Stock ETF
VT
$75.3B
$29.2M 0.02%
362,516
-624,567
-63% -$50.1M
AGCO icon
602
AGCO
AGCO
$8.41B
$29.2M 0.02%
392,926
+5,640
+1% +$385K
IAU icon
603
iShares Gold Trust
IAU
$62.8B
$29.1M 0.02%
809,620
+710,211
+714% +$25.9M
RJF icon
604
Raymond James Financial
RJF
$33.5B
$29.1M 0.02%
600,272
-7,806
-1% -$378K
IBN icon
605
ICICI Bank
IBN
$107B
$29M 0.02%
2,953,742
-533,846
-15% -$5.32M
CXO
606
DELISTED
CONCHO RESOURCES INC.
CXO
$29M 0.02%
657,496
+254,861
+63% +$12.7M
KYO
607
DELISTED
Kyocera Adr
KYO
$28.9M 0.02%
505,139
-34,854
-6% -$2M
LW icon
608
Lamb Weston
LW
$7.42B
$28.9M 0.02%
436,269
+3,394
+0.8% +$217K
PANW icon
609
Palo Alto Networks
PANW
$256B
$28.9M 0.02%
707,892
-146,778
-17% -$6.11M
ENB icon
610
Enbridge
ENB
$120B
$28.9M 0.02%
988,037
-32,349
-3% -$1.02M
MYI icon
611
BlackRock MuniYield Quality Fund III
MYI
$715M
$28.8M 0.02%
2,141,222
+56,348
+3% +$759K
XME icon
612
State Street SPDR S&P Metals & Mining ETF
XME
$3.75B
$28.8M 0.02%
1,237,156
+4,000
+0.3% +$94.6K
RDY icon
613
Dr. Reddy's Laboratories
RDY
$9.8B
$28.7M 0.02%
2,064,435
-540,565
-21% -$6.44M
GWRE icon
614
Guidewire Software
GWRE
$13.9B
$28.7M 0.02%
275,349
+10,165
+4% +$1.14M
RGLD icon
615
Royal Gold
RGLD
$16.6B
$28.5M 0.02%
237,528
-6,198
-3% -$814K
NMR icon
616
Nomura Holdings
NMR
$28.3B
$28.5M 0.02%
6,230,386
-31,770
-0.5% -$154K
HSBC icon
617
HSBC
HSBC
$352B
$28.5M 0.02%
1,456,080
-809,649
-36% -$17.8M
VST icon
618
Vistra
VST
$48.2B
$28.4M 0.02%
1,507,932
+28,086
+2% +$529K
TYL icon
619
Tyler Technologies
TYL
$13.7B
$28.4M 0.02%
81,435
-10,826
-12% -$3.74M
EDU icon
620
New Oriental
EDU
$9.32B
$28.4M 0.02%
189,826
-47,851
-20% -$6.91M
ALLE icon
621
Allegion
ALLE
$13.5B
$28.3M 0.02%
286,574
-6,343
-2% -$644K
WSM icon
622
Williams-Sonoma
WSM
$27.5B
$28.3M 0.02%
624,912
-59,594
-9% -$2.65M
CPB icon
623
Campbell Soup
CPB
$6.85B
$28.2M 0.02%
583,691
-46,195
-7% -$2.28M
EXR icon
624
Extra Space Storage
EXR
$32.3B
$28.1M 0.02%
262,635
-9,432
-3% -$975K
SNA icon
625
Snap-on
SNA
$21.5B
$28.1M 0.02%
190,974
-1,020
-0.5% -$148K
23 24
25
26 27

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MCM
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PSUF
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IA
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BAM
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Parametric Portfolio Associates's Q3 2020 Portfolio in Review

As of Q3 2020, Parametric Portfolio Associates held 4,053 positions worth $139B, up 6.9% from $130B the previous quarter. Its ten largest holdings account for 22% of the portfolio.

Parametric Portfolio Associates's Q3 2020 filing shows 144 new, 1,850 increased, 1,899 reduced and 131 closed positions. Its largest new stake was iShares iBoxx $ High Yield Corporate Bond ETF: 535,850 shares worth $45M. The largest sale was iShares Core S&P 500 ETF, an estimated $302M.

By sector, the portfolio is most concentrated in Technology at 21% of assets, up from 21% a quarter earlier, followed by Healthcare and Financials.

  • Parametric Portfolio Associates's largest Q3 2020 buy was iShares iBoxx $ High Yield Corporate Bond ETF: 535,850 shares worth $45M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q3 2020, an estimated $145M increase.
  • Parametric Portfolio Associates's biggest Q3 2020 reduction was iShares Core S&P 500 ETF, cutting an estimated $302M.
  • Parametric Portfolio Associates fully exited Legg Mason, Inc. in Q3 2020, selling an estimated $25.1M.
  • Parametric Portfolio Associates's ten largest holdings make up 22% of its $139B portfolio in Q3 2020.
  • Parametric Portfolio Associates opened 144 new positions and closed 131 in Q3 2020.
  • Parametric Portfolio Associates's portfolio value rose 6.9% quarter-over-quarter to $139B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2020, filed 12 Nov 2020.